Talk:Hamburger moment problem

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You have new messages (last change).

I don't think that the second characterisation can be right: consider a distribution whose mean is zero so that \Delta_1^{(1)}=-\mu_2^2.

According to The Moment Problem, which looks authoritative, this characterisation is actually the solution to the Stieltjes moment problem, and the wikipedia article on that is only a stub.

So I propose to move this condition to the Stiltjes problem page.

Meanwhile, again according to The Moment Problem the solution to the Hamburger moment problem is that the sequence μn should be positive definite. It is not completely obvious to me that that is equivalent to this characterisation 1, it feels stronger. Can anyone confirm or otherwise?

Kestrelsummer 22:33, 17 January 2007 (UTC)

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